NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 74.91 75.69 0.78 1.0% 81.03
High 75.40 75.69 0.29 0.4% 81.03
Low 73.92 74.85 0.93 1.3% 73.41
Close 75.15 74.96 -0.19 -0.3% 75.15
Range 1.48 0.84 -0.64 -43.2% 7.62
ATR 2.07 1.98 -0.09 -4.2% 0.00
Volume 8,556 8,386 -170 -2.0% 30,177
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 77.69 77.16 75.42
R3 76.85 76.32 75.19
R2 76.01 76.01 75.11
R1 75.48 75.48 75.04 75.33
PP 75.17 75.17 75.17 75.09
S1 74.64 74.64 74.88 74.49
S2 74.33 74.33 74.81
S3 73.49 73.80 74.73
S4 72.65 72.96 74.50
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.39 94.89 79.34
R3 91.77 87.27 77.25
R2 84.15 84.15 76.55
R1 79.65 79.65 75.85 78.09
PP 76.53 76.53 76.53 75.75
S1 72.03 72.03 74.45 70.47
S2 68.91 68.91 73.75
S3 61.29 64.41 73.05
S4 53.67 56.79 70.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.74 73.41 6.33 8.4% 1.96 2.6% 24% False False 6,449
10 86.81 73.41 13.40 17.9% 1.98 2.6% 12% False False 5,918
20 93.29 73.41 19.88 26.5% 1.95 2.6% 8% False False 5,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.47
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 79.26
2.618 77.89
1.618 77.05
1.000 76.53
0.618 76.21
HIGH 75.69
0.618 75.37
0.500 75.27
0.382 75.17
LOW 74.85
0.618 74.33
1.000 74.01
1.618 73.49
2.618 72.65
4.250 71.28
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 75.27 75.27
PP 75.17 75.17
S1 75.06 75.06

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These figures are updated between 7pm and 10pm EST after a trading day.

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